Market replay data

[koalboy]

Suggestion

Hi philip!

Regarding the structure of the platform I'd suggest to keep it rather free regarding what the zip-files should contain. But of course we would need a description of the data for searching purposes.

For example I could provide a zip-file containing 32 instruments from 04.02.2008 to 08.02.2008 without any major breaks -> around 200 MB. To upload each of the instruments seperately in week-intervals would be very cumbersomely (5 weeks * 32 instruments = 160 seperate upload processes).

In my opinion each uploaded zipfile should get an extra description field containing:

• recorded instrument(s)
• from - to [Date, Time] (not necessarily week-based, but preferred)
• datafeed recorded
• number of trading days
• quality (1 = no major breaks, 2 = some breaks, 3 = fragmented)
• description of known breaks (from - to)

what do you think?

[pdawg]

Do your days run together? Or did you break them after midnight?

[koalboy]

Usually I only break the connection on Weekends, so my data is weekwise. But sometimes the programme crashes during the week and when i restart, a new folder with the current date is created...

[pdawg]

OK we can start uploading, I will get it sorted out as we go, I will populate the site over the weekend with what I have as well. When uploading the zips make sure it has the days as subfolders not just the raw replay files, so I can sort it out. Name the zips with the instruments and dates it covers and include a .txt. file in the zip with an explanation of the feed number of breaks, etc...

Also I believe the timezone of your computer will effect the replay time stamps? So I think Timezone is needed as well.

ninja.korthrun.net

Just select an instrument, then browse to the zip file on your comp to start the upload. I don't have an upload progress meter up yet so it is going to look like like nothing is happening for a while, took me about 30 seconds to upload one day of ym tick data. When it's done a confirmation message is shown. So you might want to start it and go on to something else.

Let me know your thoughts...

Philip

[pdawg]

I have uploaded a few months of YM and ER and they are available for downloading. I will add a few more things later. Feel free to upload any instrument replay files not already on the site. Feedback/suggestions welcome.

Philip

http://ninja.korthrun.net

[timmyb]

thanks

Wow this will be agreat help to allot of people, I hope it goes well, I for one lost 2 weeks worth of datda last nite when my laptop died. having aplace to go would be great

Thanks

Tim

[pdawg]

Hi Timmy,

Yes, a lot of requests have been made for this. What is up now is a quick and dirty setup, but gets the job done. I will tweak it over time as things evolve and requests/suggestions are made.

Philip

[upupnorth]

How can the zen fire files be imported to NT? They aren't text files (I just was reading the manual and it states they need to be text files). Does anyone know how to import these files? Thanks... and thanks for putting them up on the website. Great idea!

Hi Timmy,

Yes, a lot of requests have been made for this. What is up now is a quick and dirty setup, but gets the job done. I will tweak it over time as things evolve and requests/suggestions are made.

Philip

[NinjaTrader_JoshP]

I have not seen the exact files in question, but if they are editable you can try putting them into Excel and converting them to the format NinjaTrader accepts.

[LG]

How can the zen fire files be imported to NT? They aren't text files (I just was reading the manual and it states they need to be text files). Does anyone know how to import these files? Thanks... and thanks for putting them up on the website. Great idea!

This is what I got from support when I asked the question about importing/exporting the files:


You can find your market replay files at the
following location:
My Documents-->NinjaTrader 6-->db-->data

Here you will see different folders for each
date. If you open up a folder you will see text files
for each instrument you recorded data for.
Please add or delete the desired date or files from this
location and it will also be added or deleted in the
NinjaTrader application.

If the problem is that they are zipped, you might need to unzip them first.

[pdawg]

LG is correct. The files are zipped on the site, so you will have a bunch of daily folders in them. You can just extract it to the db/data directory.

[upupnorth]

Oh hi Lg and pdawg, that is great...it works! Thanks to your help. If someone has a batch of NQ files I ould love to have them because I am trying to really focus on one instrument and I have decided for now to stick with the NQ. Thanks again.

This is what I got from support when I asked the question about importing/exporting the files:


You can find your market replay files at the
following location:
My Documents-->NinjaTrader 6-->db-->data

Here you will see different folders for each
date. If you open up a folder you will see text files
for each instrument you recorded data for.
Please add or delete the desired date or files from this
location and it will also be added or deleted in the
NinjaTrader application.

If the problem is that they are zipped, you might need to unzip them first.

[timmyb]

hi

Id just like to thank everyone again for doing this. I lost all my replay files when my pc crashed and this is nice to have. If anyone has ES please upload. Thanks

Tim

P.S i will be recording starting monday again and will upload the weeks worth at end of week

[pdawg]

Hi Timmy,

Glad it helps. I guess we can make requests here for data to be uploaded. I can post hem on the home page too.

If anyone runs into any missing data on any of the days pleas let me know.

Thanks,

Philip

[illinimatt81]

Is there a way to move the files somewhere else than My Documents? I'd like to store them elsewhere. I can't seem to find an option within Ninja Trader to point the market replay data to a different folder.

Thanks in advance